There's a scene showing the inside of the McBride house, where you can see lots of family photographs and blood pools on the floor. You can hear a little girl's voice narrating: "They came to my house. They had a fight. They couldn't find what they were looking for." The scene then cuts to outside, where Nick is talking to the Sheriff. The Sheriff tells him that the blood pools were reported by an anonymous 911 caller. The Sheriff admits to Nick there hasn't been a murder over in Pioche for a decade, and now he's got a quadruple. Nick argues that there were no bodies, and the Sheriff replies that with that much blood, someone must be dead. The Sheriff then tells Nick that the McBrides were a typical "perfect" family, and Nick says, "I guess all that's missing is the white picket fence." After that, the Sheriff says he doesn't know where to begin looking for the bodies, and Nick replies: "Begin at the beginning."
After the credits roll, Sara is shown driving to the crime scene in her car, then arriving and meeting Nick in the kitchen, where he says the coffeemaker was reset for Monday, which means whatever happened here must have happened over the weekend. Sara then looks at the blood pools and bloody footprints. She records the sizes and locations, then wonders about what happened. She tells Nick to assume that they were shot. Jude (the dad) might have been shot first, then Jeremy (the son), and after that Nina (the mum) may have picked Cassie up and tried to get away, but was shot on the stairs. There were only three blood pools, so Sara says that the bullet could have penetrated both bodies.
Nick goes upstairs to Cassie's (the 10-year-old daughter)room, which is all pink. The girl's narrative continues, stating that she hated cough syrup (a bottle of which Nick found under her bed, with a large dose hidden in a shoe), and that she liked Nancy Drew: "She always gets the bad guy." Nick looks at the photgraphs, there are a couple of Cassie in a swimsuit, one of her as Gretel in Hansel & Gretel, and most photos show her chewing gum, or blowing a bubble. Suddenly, Nick hears a strange kind of laugh. He follows the laugh to Jeremy's room, where Warrick is processing. Warrick is pressing a key on a keyboard labelled "Cassie's Laugh". He then looks at the bedside table, where there's a stack of term papers. There are a couple with Jeremy's name on them, but about half are papers written for Mark Horvatin. At the bottom of the stack, there is a notebook, bookmarked with a dollar bill. In the notebook Warrick sees a list of prices and subjects, then comments to Nick that Jeremy McBride was trafficking in term papers. Nick asks: "Whatever happened to just flippin' burgers, man?"
The next scene is of Sara dusting the kitchen for prints. She is looking at Cassie's chore calendar (stars for when she did her chores)when Greg comes in. Sara tells him Cassie didn't do her Saturday morning chores. Greg has a peek at some letters, exclaiming that even if the McBrides left every light on day and night, the electricity bill still wouldn't add up to $2,000. Sara says maybe they could have Brass check it out, the family might have a broken meter.
Sara goes off to wander around, then finds a door with a shot-out lock. She opens the door, walks down the stairs, then shouts to Greg that she thinks she found something. It's only when Greg arrives that we are shown what Sara's found: a brightly lit basement filled with marijuana.
Now Nick and Warrick are down there too, and they discuss why someone would steal the dried marijuana, and not the fresh plants. Warrick comments that it's about getting rich, not getting high, and apparently, the dried bits go for a lot more money. Greg asks if they think it's weird the McBrides did this with two kids in the house, and Nick replies: "If they didn't care before, I bet they do now." Sara has now bagged the pot and it's being brought to the lab.
Back in the lab, Mandy says that the prints found in the kitchen didn't match any in AFIS, but she expanded the search to other databases, and got one hit: a Mark Horvatin, junior ROTC.
Sheriff Brackett and Nick go meet Mark Horvatin, and Nick sees that his shoes are new. Mark explains that his old ones were thrashed. They all go over to Mark's car, where Nick tells Mark to pop the trunk for him. In the trunk, there are black bin bags full of marijuana.
Greg is now examining Mark's car for traces of blood and other evidence. Warrick is trying to compare samples of marijuana, complaining that the microscope he got from the high school is a joke. He then asks Greg where the rest of the evidence was, then Warrick compares the bin liner serrations instead, and they match. Greg finds an ATM receipt with a time in the window of the murders, he's going to get the Sheriff to run the account number. Nick comes in and says that they have a problem: Mark Horvatin isn't talking. His dad, Mark Sr., is a lawyer and is challenging Nick's illegal search and seizure.
Catherine is at the lab, where the DNA results for the blood pools/footprints are in. There's none of Cassie's blood at the scene, and Catherine calls Nick to tell him this. Nick takes this as evidence that Cassie's still alive.
Warrick, Greg, Sara and Nick are having a kind of picnic, they're eating their lunches and talking about the case. The account number from the ATM receipt belonged to a Jim Locke, and they were going to go over to his place afterwards. Warrick says maybe the reason Mark chucked the bodies was because he thought: "No body, no crime, no crime, no punishment". He leaves, then Greg and Sara agree to go to Locke's house together. Greg goes ahead, and Sara hangs behind, looking at Nick. "You think she's (Cassie) still alive," Sara says to Nick. She comments that everything in their experience tells them all four of them are dead. Nick reminds her that he was rescued, and that he didn't think it was Cassie's day to die.
Greg and Sara are at the Locke house. Mrs. Locke tells them that her son Peter who's the same age as Mark, shares their bank account. "He has a limit, but he's never gone over it." Greg spots evidence that the Locke car and boat were in the McBride's driveway, and asks if the boat was recently taken out. Mrs. Locke tells him her son and his friends took it out for one last hurrah on Friday night. Greg asks which friends, and she says she doesn't know, she was already asleep. Greg and Sara process the boat, and Sara finds some black bin bags. She says it explains why there isn't any blood on the boat.
Nick calls Sara and asks if she found any gum at the scene, and she says yes. He thinks Cassie might have been leaving a trail of bubblegum, just like the trail of breadcrumbs in Hansel & Gretel. Earlier, Greg had found gum in Mark's car and in the McBride driveway.
Back at the station, Sheriff Brackett interrogates Peter Locke, while Sara and Nick watch. Nick gets a message on his phone: it's from Archie. Archie's sent a photo, a still from surveillance footage of a gas station where Mark went to fill up. You can just pick out Cassie, sucking her thumb. Nick gets very angry and barges into the interrogation room, asking Peter where Cassie is, and even pushing him up on the wall.
After Nick's outburst, he and Sara are at a lake, the same lake where Peter and his friends took out their boat. Nick says there was 3 quarters of a tank of gas left, which means an eighth to get out, and an eighth to get back. He then says it's about three miles out from this launch point. They get in a boat, then at the 3-mile mark, it stops. They let down a kind of underwater exploration device, and in a monitor on the boat they could see whatever the device was pointing at. After hovering for a while, in the monitor, Nick and Sara see three eerily drifting bodies.
The bodies are now on the boat, and Sara's snapping photos. She asks where the fourth body is, and a diver replies that they only found three.
In the morgue, Doc Robbins and SuperDave are telling Warrick how Jude, Jeremy and Nina died. They were shot once, once and twice, respectively. Doc Robbins hands Warrick the bullets in a dish, saying they were "Rinsed and ready for you."
The CSIs find out that the bullets bounced back a hit on IBIS; the gun that fired them was cited and fined two hunting seasons ago. They visit the house of the gun owner and find him flipping burgers on a grill. His son comes out, and Sara notices he's about the same age as Mark and Peter. His shoes tested positive for blood, as did a knife in his pocket, presumably used to slit Cassie's throat.
Luke, the shooter, is sitting on a bench. Sara comes over and sits next to him, telling the story of the murders. She then asks him if it made him feel like a man, to kill a little girl.
Nick is alone in a patrol boat, looking for Cassie. He spots something, and wades out to it. It's Cassie, deathly pale but still alive.
Nick visits Cassie in the hospital, and she gives him a thank-you card. He asks her to tell him the story of what happened, and that he knew when bad things happen, it's hard to remember, but we'll begin at the beginning. Cassie whispers: "They came to my house. They had a fight. They couldn't find what they were looking for. I loved my family."